+156.2%
M vs RNG
+180.9%
-24.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.3% |
| 7D | +0.6% | +2.3% | -1.7% | +0.2% |
| 30D | +7.0% | -3.4% | +10.4% | +7.4% |
| 3M | +3.1% | +20.9% | -17.7% | -1.0% |
| 6M | +33.5% | +82.2% | -48.7% | +17.0% |
| YTD | +13.4% | +164.6% | -151.2% | -11.8% |
| 1Y | +22.4% | +177.0% | -154.6% | -6.1% |
| All | +156.2% | +180.9% | -24.6% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling